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Information about:
Marius Ooms

Personal Details | Affiliation | Works
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Personal Details

First Name: Marius
Middle Name:
Last Name: Ooms
Suffix:

RePEc Short-ID: poo1

Email:
Homepage: http://www.feweb.vu.nl/econometriclinks/ooms/
Postal Address: Department of Econometrics and Operations Research, Vrije Universiteit Amsterdam, De Boelelaan 1105, NL- 1081 HV Amsterdam
Phone:

Affiliation

(in no particular order)

Works

| Working papers | Articles | Editor | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. V. Dordonnat & S.J. Koopman & M. Ooms & A. Dessertaine & J. Collet, 2008. "An Hourly Periodic State Space Model for Modelling French National Electricity Load," Tinbergen Institute Discussion Papers 08-008/4, Tinbergen Institute. [Downloadable!]
    Published as:

  2. Ooms, M., 2008. "Trends in Applied Econometrics Software Development 1985-2008, an analysis of Journal of Applied Econometrics research articles, software reviews, data and code," Serie Research Memoranda 0021, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]

  3. Siem Jan Koopman & André Lucas & Marius Ooms & Kees van Montfort & Victor van der Geest, 2007. "Estimating Systematic Continuous-time Trends in Recidivism using a Non-Gaussian Panel Data Model," Tinbergen Institute Discussion Papers 07-027/4, Tinbergen Institute. [Downloadable!]
    Published as:

  4. C.S. Bos & S.J. Koopman & M. Ooms, 2007. "Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks," Tinbergen Institute Discussion Papers 07-099/4, Tinbergen Institute. [Downloadable!]
    Other versions:

  5. Siem Jan Koopman & Marius Ooms & Irma Hindrayanto, 2006. "Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment," Tinbergen Institute Discussion Papers 06-101/4, Tinbergen Institute. [Downloadable!]

  6. Jurgen A. Doornik & Marius Ooms, 2005. "Outlier Detection in GARCH Models," Tinbergen Institute Discussion Papers 05-092/4, Tinbergen Institute. [Downloadable!]
    Other versions:

  7. Siem Jan Koopman & Marius Ooms & M. Angeles Carnero, 2005. "Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices," Tinbergen Institute Discussion Papers 05-091/4, Tinbergen Institute. [Downloadable!]
    Published as:

  8. Siem Jan Koopman & Marius Ooms, 2004. "Forecasting Daily Time Series using Periodic Unobserved Components Time Series Models," Tinbergen Institute Discussion Papers 04-135/4, Tinbergen Institute. [Downloadable!]
    Published as:

  9. Jurgen A. Doornik & Marius Ooms, 2003. "Multimodality in the GARCH Regression Model," Economics Papers 2003-W20, Economics Group, Nuffield College, University of Oxford. [Downloadable!]

  10. M. Angeles Carnero & Siem Jan Koopman & Marius Ooms, 2003. "Periodic Heteroskedastic RegARFIMA Models for Daily Electricity Spot Prices," Tinbergen Institute Discussion Papers 03-071/4, Tinbergen Institute. [Downloadable!]
    Other versions:

  11. Jurgen A. Doornik & Marius Ooms, 2001. "Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models," Economics Papers 2001-W27, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
    Published as:

  12. Siem Jan Koopman & Marius Ooms, 2001. "Time Series Modelling of Daily Tax Revenues," Tinbergen Institute Discussion Papers 01-032/4, Tinbergen Institute. [Downloadable!]
    Other versions:
    Published as:

  13. Charles S. Bos & Philip Hans Franses & Marius Ooms, 2001. "Inflation, Forecast Intervals and Long Memory Regression Models," Tinbergen Institute Discussion Papers 01-029/4, Tinbergen Institute. [Downloadable!]
    Published as:

  14. Jurgen A. Doornik & Marius Ooms, 2000. "Multimodality and the GARCH Likelihood," Econometric Society World Congress 2000 Contributed Papers 0798, Econometric Society. [Downloadable!]
    Other versions:

  15. M. Ooms & J.A. Doornik, 1999. "Inference and forecasting for fractional autoregressive integrated moving average models; with an application to US and UK inflation," Econometric Institute Report 171, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    Other versions:

  16. Ooms, M. & Franses, Ph.H.B.F., 1998. "A seasonal periodic long memory model for monthly river flows," Econometric Institute Report EI 9842 Revision_Date: 20, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

  17. Charles S. Bos & Philip Hans Franses & Marius Ooms, 1998. "Long Memory and Level Shifts: Re-Analyzing Inflation Rates," Tinbergen Institute Discussion Papers 98-039/4, Tinbergen Institute. [Downloadable!]
    Other versions:
    Published as:

  18. Eisinga, Rob & Franses, Philip Hans & Ooms, Marius, 1997. "Convergence and persistance of left-right political orientations in the Netherlands 1978-1995," Econometric Institute Report 43, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    Other versions:

  19. Ooms, Marius & Hassler, Uwe, 1996. "A note on the effect of seasonal dummies on the periodogram regression," Econometric Institute Report 35, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    Other versions:

  20. Ooms, Marius, 1995. "Flexible seasonal long memory and economic time series," Econometric Institute Report 134, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    Other versions:

  21. Franses, P.H. & Ooms, M., 1994. "Forecasting Changing Seasonal Components Using Periodic Correlations," Papers 9401-a, Erasmus University of Rotterdam - Econometric Institute.

  22. Ooms, M. & Van Dijk, H.K., 1992. "Estimating Pushing Trends and Public Equilibria," Papers 9271-a, Erasmus University of Rotterdam - Econometric Institute.

Articles

  1. Doornik, Jurgen A. & Ooms, Marius, 2008. "Multimodality in GARCH regression models," International Journal of Forecasting, Elsevier, vol. 24(3), pages 432-448. [Downloadable!] (restricted)

  2. Siem Jan Koopman & Marius Ooms & André Lucas & Kees van Montfort & Victor van der Geest, 2008. "Estimating systematic continuous-time trends in recidivism using a non-Gaussian panel data model," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 62(1), pages 104-130. [Downloadable!] (restricted)
    Other versions:

  3. Dordonnat, V. & Koopman, S.J. & Ooms, M. & Dessertaine, A. & Collet, J., 2008. "An hourly periodic state space model for modelling French national electricity load," International Journal of Forecasting, Elsevier, vol. 24(4), pages 566-587. [Downloadable!] (restricted)
    Other versions:

  4. Koopman, Siem Jan & Ooms, Marius & Carnero, M. Angeles, 2007. "Periodic Seasonal Reg-ARFIMAGARCH Models for Daily Electricity Spot Prices," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 16-27, March. [Downloadable!] (restricted)
    Other versions:

  5. Koopman, Siem Jan & Ooms, Marius, 2006. "Forecasting daily time series using periodic unobserved components time series models," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 885-903, November. [Downloadable!] (restricted)
    Other versions:

  6. Marius Ooms & Jurgen A. Doornik, 2006. "Econometric software development: past, present and future," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 60(2), pages 206-224. [Downloadable!] (restricted)

  7. Bart Hobijn & Philip Hans Franses & Marius Ooms, 2004. "Generalizations of the KPSS-test for stationarity," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 58(4), pages 483-502. [Downloadable!] (restricted)

  8. Jurgen Doornik & Marius Ooms, 2004. "Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 8(2), pages 1218-1218. [Downloadable!] (restricted)

  9. Doornik, Jurgen A. & Ooms, Marius, 2003. "Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models," Computational Statistics & Data Analysis, Elsevier, vol. 42(3), pages 333-348, March. [Downloadable!] (restricted)
    Other versions:

  10. Siem Jan Koopman & Marius Ooms, 2003. "Time Series Modelling of Daily Tax Revenues," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 57(4), pages 439-469. [Downloadable!] (restricted)
    Other versions:

  11. Bos, Charles S. & Franses, Philip Hans & Ooms, Marius, 2002. "Inflation, forecast intervals and long memory regression models," International Journal of Forecasting, Elsevier, vol. 18(2), pages 243-264. [Downloadable!] (restricted)
    Other versions:

  12. Eisinga, Rob & Franses, Philip Hans & Ooms, Marius, 1999. "Forecasting long memory left-right political orientations," International Journal of Forecasting, Elsevier, vol. 15(2), pages 185-199, April. [Downloadable!] (restricted)

  13. Marius Ooms, 1999. "Review of SsfPack 2.2: statistical algorithms for models in state space," Econometrics Journal, Royal Economic Society, vol. 2(1), pages 161-166.

  14. Philip Hans Franses & Marius Ooms & Charles S. Bos, 1999. "Long memory and level shifts: Re-analyzing inflation rates," Empirical Economics, Springer, vol. 24(3), pages 427-449. [Downloadable!] (restricted)
    Other versions:

  15. Ooms, Marius & Hassler, Uwe, 1997. "On the effect of seasonal adjustment on the log-periodogram regression," Economics Letters, Elsevier, vol. 56(2), pages 135-141, October. [Downloadable!] (restricted)

  16. Ooms, Marius & Franses, Philip Hans, 1997. "On Periodic Correlations between Estimated Seasonal and Nonseasonal Components in German and U.S. Unemployment," Journal of Business & Economic Statistics, American Statistical Association, vol. 15(4), pages 470-81, October.

  17. Franses, Philip Hans & Ooms, Marius, 1997. "A periodic long-memory model for quarterly UK inflation," International Journal of Forecasting, Elsevier, vol. 13(1), pages 117-126, March. [Downloadable!] (restricted)

  18. Marius Ooms & Herman Van Dijk, 1994. "Comment on " estimating systems of trending variables": estimating pushing trends and pulling equilibria," Econometric Reviews, Taylor and Francis Journals, vol. 13(3), pages 395-422. [Downloadable!] (restricted)

Editor

  1. Econometrics Journal, Royal Economic Society.

NEP Fields

13 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2007-01-23
  2. NEP-CBA: Central Banking (2) 2008-02-23 2008-06-27
  3. NEP-CFN: Corporate Finance (1) 2003-10-20
  4. NEP-CMP: Computational Economics (1) 2001-12-19
  5. NEP-ECM: Econometrics (11) 1999-07-12 2000-01-31 2001-12-19 2003-10-20 2004-01-25 2006-01-24 2006-01-24 2007-01-23 2007-05-26 2008-02-23 2008-06-21 Author is listed
  6. NEP-ENE: Energy Economics (3) 2003-10-20 2006-01-24 2008-06-21
  7. NEP-ETS: Econometric Time Series (11) 2000-01-31 2001-12-19 2004-01-18 2004-08-23 2006-01-24 2006-01-24 2006-04-08 2007-01-23 2007-05-26 2008-06-21 2008-06-27 Author is listed
  8. NEP-FIN: Finance (3) 2004-01-18 2006-01-24 2006-01-24
  9. NEP-FOR: Forecasting (2) 2007-01-23 2008-06-21
  10. NEP-IFN: International Finance (1) 2004-01-18
  11. NEP-MAC: Macroeconomics (3) 2007-01-23 2008-02-23 2008-06-27
  12. NEP-MON: Monetary Economics (2) 2008-02-23 2008-06-27
  13. NEP-ORE: Operations Research (1) 2008-02-23
  14. NEP-URE: Urban & Real Estate Economics (1) 2007-05-26
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This page was last updated on 2009-10-27.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.